Brownian motion on \lbrack 0,\infty) with linear drift, reflected at zero: exact asymptotics for ergodic means

DOI10.1070/SM8692zbMATH Open1386.60282MaRDI QIDQ4596676FDOQ4596676

Publication date: 4 December 2017

Published in: Sbornik: Mathematics (Search for Journal in Brave)

Recommendations

scientific article; zbMATH DE number 5774588
The asymptotic behavior of a Brownian motion with a drift from a random domain
On distribution of functionals of Brownian motion with linear drift
Exponential ergodicity and convergence for generalized reflected Brownian motion
Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution
An asymptotic estimate for Brownian motion with drift
scientific article; zbMATH DE number 1738350
On Excursions of Reflecting Brownian Motion
Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations

ergodicity large deviations Airy function sojourn time Brownian motion with drift reflected at zero Schoedinger operator

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Transition functions, generators and resolvents (60J35)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Dirichlet forms and symmetric Markov processes
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Asymptotic evaluation of certain Markov process expectations for large time—III
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
A transformation of a symmetric Markov process and the Donsker-Varadhan theory
Title not available (Why is that?)
Title not available (Why is that?)
Exact asymptotics of Laplace-type Wiener integrals for $ L^p$-functionals
The Laplace method for probability measures in Banach spaces
The Laplace method for small deviations of Gaussian processes of Wiener type
Ergodic means for large values of $T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process
Title not available (Why is that?)
Some familiar examples for which the large deviation principle does not hold
On the Average of a Certain Wiener Functional and a Related Limit Theorem in Calculus of Probability
Title not available (Why is that?)
Occupation time and exact asymptotics of distributions of $L^p$-functionals of the Ornstein-Uhlenbeck processes, $p>0$

Cited In (5)

Analysis of a Brownian particle moving in a time-dependent drift field
Local time of an Ornstein–Uhlenbeck particle
Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a $|x|$ potential
An asymptotic estimate for Brownian motion with drift
Large deviations of currents in diffusions with reflective boundaries

This page was built for publication: Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4596676)